I created a hd5 file by
hdf=pandas.HDFStore(pfad)
hdf.append('df', df, data_columns=True)
I have a list that contains numpy.datetime64 values called expirations and try to read the portion of the hd5 table into a dataframe, that has values between expirations[1] and expirations[0] in column "expiration". Column expiration entries have the format Timestamp('2002-05-18 00:00:00').
I use the following command:
df=hdf.select('df', where=('expiration<expiration[1] & expiration>=expirations[0]'))
However, I get ValueError: Unable to parse x How should this be correctly done?
df.dtypes
Out[37]:
adjusted stock close price float64
expiration datetime64[ns]
strike int64
call put object
ask float64
bid float64
volume int64
open interest int64
unadjusted stock price float64
df.info
Out[36]:
<bound method DataFrame.info of adjusted stock close price expiration strike call put ask date
2002-05-16 5047.00 2002-05-18 4300 C 802.000
There is more columns but they aren't of interest for the query.